CME Euro FX (E) Future September 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jan-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jan-2011 | 24-Jan-2011 | Change | Change % | Previous Week |  
                        | Open | 1.3510 | 1.3550 | 0.0040 | 0.3% | 1.3236 |  
                        | High | 1.3575 | 1.3550 | -0.0025 | -0.2% | 1.3575 |  
                        | Low | 1.3500 | 1.3550 | 0.0050 | 0.4% | 1.3236 |  
                        | Close | 1.3552 | 1.3594 | 0.0042 | 0.3% | 1.3552 |  
                        | Range | 0.0075 | 0.0000 | -0.0075 | -100.0% | 0.0339 |  
                        | ATR | 0.0072 | 0.0067 | -0.0005 | -6.9% | 0.0000 |  
                        | Volume | 2 | 8 | 6 | 300.0% | 9 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.3565 | 1.3579 | 1.3594 |  |  
                | R3 | 1.3565 | 1.3579 | 1.3594 |  |  
                | R2 | 1.3565 | 1.3565 | 1.3594 |  |  
                | R1 | 1.3579 | 1.3579 | 1.3594 | 1.3572 |  
                | PP | 1.3565 | 1.3565 | 1.3565 | 1.3561 |  
                | S1 | 1.3579 | 1.3579 | 1.3594 | 1.3572 |  
                | S2 | 1.3565 | 1.3565 | 1.3594 |  |  
                | S3 | 1.3565 | 1.3579 | 1.3594 |  |  
                | S4 | 1.3565 | 1.3579 | 1.3594 |  |  | 
        
            | Weekly Pivots for week ending 21-Jan-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 1.4471 | 1.4351 | 1.3738 |  |  
                | R3 | 1.4132 | 1.4012 | 1.3645 |  |  
                | R2 | 1.3793 | 1.3793 | 1.3614 |  |  
                | R1 | 1.3673 | 1.3673 | 1.3583 | 1.3733 |  
                | PP | 1.3454 | 1.3454 | 1.3454 | 1.3485 |  
                | S1 | 1.3334 | 1.3334 | 1.3521 | 1.3394 |  
                | S2 | 1.3115 | 1.3115 | 1.3490 |  |  
                | S3 | 1.2776 | 1.2995 | 1.3459 |  |  
                | S4 | 1.2437 | 1.2656 | 1.3366 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 1.3550 |  
            | 2.618 | 1.3550 |  
            | 1.618 | 1.3550 |  
            | 1.000 | 1.3550 |  
            | 0.618 | 1.3550 |  
            | HIGH | 1.3550 |  
            | 0.618 | 1.3550 |  
            | 0.500 | 1.3550 |  
            | 0.382 | 1.3550 |  
            | LOW | 1.3550 |  
            | 0.618 | 1.3550 |  
            | 1.000 | 1.3550 |  
            | 1.618 | 1.3550 |  
            | 2.618 | 1.3550 |  
            | 4.250 | 1.3550 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 1.3579 | 1.3564 |  
                                | PP | 1.3565 | 1.3534 |  
                                | S1 | 1.3550 | 1.3505 |  |